We measure the Voronoi density probability distribution function (PDF) for both dark matter and halos in N-body simulations. For the dark matter, Voronoi densities represent the matter density field smoothed on a uniform mass scale, which approximates the Lagrangian density field. For halos, the Voronoi densities contain information about the local environment of each halo. We measure the halo virial masses, the total amount of dark matter within each halo Voronoi cell, and the halo Voronoi cell volumes, and we show how halo abundances depend on these three quantities. We then study the position-dependent Voronoi density PDF, measured within finite subregions of the Universe, using separate universe simulations. We demonstrate that the spatial variation of the position-dependent PDF is due to large-scale density fluctuations, indicating that the position-dependent PDF is a biased tracer of large-scale structure. We measure this bias for the dark matter, and interpret it as the bias of regions of the Lagrangian density field that are selected based on density. For the halos, this bias can be interpreted as a form of assembly bias. We present the mapping from late-time to early-time Voronoi density for each simulation dark matter particle, which is highly stochastic. We compare the median of this stochastic map with spherical collapse calculations and discuss challenges involved in modeling the evolution of the density field on these scales.